On a continuous time extension of Feller's Lemma

DOI10.1007/BF00536758zbMATH Open0195.47802OpenAlexW2017585245WikidataQ124967452 ScholiaQ124967452MaRDI QIDQ5591963FDOQ5591963

Michael Rubinovitch, N. U. Prabhu

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00536758

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes (60J99) Limit theorems in probability theory (60F99)

Cites Work

• On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
• Some Theorems Concerning Brownian Motion
• Extension of a renewal theorem
• On the First Passage Time Across a Given Level for Processes with Independent Increments
• Ladder variables for a continuous time stochastic process
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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